On mixture periodic Integer-Valued ARCH models (Q5086368): Difference between revisions

@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of the Gaussian mixture GARCH model
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of unstable INAR(\(p\)) processes
+Normal rank
@@ Property / cites work @@
+Model-building problem of periodically correlated \(m\)-variate moving average processes
+Normal rank
@@ Property / cites work @@
+ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Moments of Mixture Periodic Autoregressive Models
@@ Property / cites work: Moments of Mixture Periodic Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Mixture periodic autoregressive conditional heteroskedastic models
+Normal rank
@@ Property / cites work @@
+On Mixture Periodic Vector Autoregressive Models
@@ Property / cites work: On Mixture Periodic Vector Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic integer-valued bilinear time series model
+Normal rank
@@ Property / cites work @@
+Periodic integer-valued GARCH(1, 1) model
@@ Property / cites work: Periodic integer-valued GARCH(1, 1) model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4425809
@@ Property / cites work: Q4425809 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple integer-valued bilinear time series model
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+On a mixture vector autoregressive model
@@ Property / cites work: On a mixture vector autoregressive model / rank @@
+Normal rank
@@ Property / cites work @@
+Q5613639
@@ Property / cites work: Q5613639 / rank @@
+Normal rank
@@ Property / cites work @@
+Integer-valued autoregressive processes with periodic structure
+Normal rank
@@ Property / cites work @@
+Mixture periodic autoregressive time series models
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
+Normal rank
@@ Property / cites work @@
+On a Mixture GARCH Time-Series Model
@@ Property / cites work: On a Mixture GARCH Time-Series Model / rank @@
+Normal rank
@@ Property / cites work @@
+A mixture integer-valued ARCH model
@@ Property / cites work: A mixture integer-valued ARCH model / rank @@
+Normal rank
@@ Property / cites work @@
+A negative binomial integer-valued GARCH model
@@ Property / cites work: A negative binomial integer-valued GARCH model / rank @@
+Normal rank

On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368): Difference between revisions

Latest revision as of 14:00, 29 July 2024

Statements

Sitelinks

Mathematics(1 entry)